Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93816.4035 | 49176.0727 | 44640.3309 | 86168.8452 | 31578.0156 | 54590.8295 |
Total P&L (%) | 93.8164 | 49.1761 | 44.6403 | 86.1688 | 31.578 | 54.5908 |
Avg Daily Profit (%) | 0.3603 | 0.1888 | 0.1714 | 0.2389 | 0.1054 | 0.1674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63327 | -35876 | -44101 | -146604 | -92346 | -88220 |
Profit Factor | 1.2227 | 1.2342 | 1.2114 | 1.1019 | 1.0759 | 1.1271 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 54.1528 | 54 | 54.3046 | 54.1528 | 54 | 54.3046 |
Ratio Avg Win / Avg Loss | 1.0352 | 1.0513 | 1.0193 | 0.9329 | 0.9165 | 0.9484 |
Largest Winning Trade | 25709 | 25709 | 14321 | 54081 | 54081 | 25797 |
Largest Losing Trade | -14169 | -12562 | -14169 | -31009 | -22978 | -31009 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Losers | 99 | 94 | 103 | 99 | 94 | 103 |
Bars Traded | 24562 | 12125 | 12437 | 24562 | 12125 | 12437 |
Profit Streak | 0 | 7.8599 | 0 | 0 | 7.8599 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335500 | 226392 | 162273 | -101402 | -193387 | -76657 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 157, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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